+228.4%
UNH vs CMCSA
+7.4%
+221.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.5% | -4.9% | +0.3% | -3.1% |
| 30D | -6.5% | -1.1% | -5.5% | -6.4% |
| 3M | -6.0% | +6.6% | -12.6% | -8.4% |
| 6M | +33.7% | -15.5% | +49.1% | +39.2% |
| YTD | +16.4% | -6.7% | +23.1% | +17.1% |
| 1Y | +10.1% | -15.6% | +25.7% | +14.3% |
| 3Y | -16.3% | -33.7% | +17.4% | -7.7% |
| 5Y | +2.1% | -46.6% | +48.7% | +21.6% |
| All | +228.4% | +7.4% | +221.0% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMCSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling